#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/FloatingRateCouponPricer.h>
#pragma unmanaged 
#include <ql\cashflows\rangeaccrual.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Cashflows {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IRangeAccrualPricer
	public ref class CRangeAccrualPricer : 
            public CFloatingRateCouponPricer,
            public Cephei::QL::Cashflows::IRangeAccrualPricer
	{
	protected: 
		boost::shared_ptr<QuantLib::RangeAccrualPricer>* _ppRangeAccrualPricer;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::RangeAccrualPricer>* _phRangeAccrualPricer;
#endif
		Object^ _RangeAccrualPricerOwner;     // reference to object that manages the storage for this object
	internal:
        CRangeAccrualPricer (boost::shared_ptr<QuantLib::RangeAccrualPricer>& childNative, Object^ owner);
        CRangeAccrualPricer (QuantLib::RangeAccrualPricer& childNative, Object^ owner);
        CRangeAccrualPricer (CRangeAccrualPricer^ copy);
        CRangeAccrualPricer (System::Type^ t);
#ifdef STRUCT
        CRangeAccrualPricer (QuantLib::RangeAccrualPricer childNative);
#endif       
#ifdef HANDLE
		CRangeAccrualPricer (QuantLib::Handle<QuantLib::RangeAccrualPricer>& childNative, Object^ owner);
		CRangeAccrualPricer (QuantLib::Handle<QuantLib::RangeAccrualPricer> childNative);
#endif
		virtual ~CRangeAccrualPricer ();
		!CRangeAccrualPricer ();

	internal:
		QuantLib::RangeAccrualPricer& GetReference ();
		boost::shared_ptr<QuantLib::RangeAccrualPricer>& GetShared ();
		QuantLib::RangeAccrualPricer* GetPointer ();
        void SetRangeAccrualPricer (boost::shared_ptr<QuantLib::RangeAccrualPricer> native)
        {
            if (_ppRangeAccrualPricer != NULL)
                delete _ppRangeAccrualPricer;
            _ppRangeAccrualPricer = new boost::shared_ptr<QuantLib::RangeAccrualPricer> (native);
            SetFloatingRateCouponPricer (boost::dynamic_pointer_cast<QuantLib::FloatingRateCouponPricer> (*_ppRangeAccrualPricer));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::RangeAccrualPricer>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double CapletPrice (Double effectiveCap) ;
		virtual Double CapletRate (Double effectiveCap) ;
		virtual Double FloorletPrice (Double effectiveFloor) ;
		virtual Double FloorletRate (Double effectiveFloor) ;
		virtual Cephei::QL::Cashflows::IRangeAccrualPricer^ Initialize (Cephei::QL::Cashflows::IFloatingRateCoupon^ coupon) ;
        property Double SwapletRate 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CRangeAccrualPricer_Factory : public System::MarshalByRefObject,  public IRangeAccrualPricer_Factory
	{
	public:
    };
   
/*Cephei*/ } /*QL*/ } /*Cashflows */}
